bbarbeau - 9:04 pm on May 22, 2013 (gmt 0)
I also use it to get an exhaustive list of URLs for a domain (my client, a competitor, etc.) which I can then feed into a PHP tool that I wrote to request each URL and extract key elements from the resulting URLs including like <title>, <h1>, meta description, meta robots, meta keywords, etc. and write them to a CSV file so it can be loaded into Excel to be further processed and evaluated.
+1, although the tool I use is a bit of VBA in Excel
I also use Xenu often when link prospecting (particularly if I'm unsure of how legitimate the site is) so I can see who the prospect site/blog links to and how frequently they link out. It's also useful for seeing what kinds of outbound links they have, e.g. are 90-100% of their outbound links affiliate links.
EDIT: One more thing I almost forgot: I'd used Xenu for years before I realized that in the interface, right-clicking a URL then going to URL properties gives you the complete list of URLs that the selected URL is linked from. SOOOO useful for troubleshooting problematic links.